I really want Thalia to be pronounced like Talia, because I love the spelling. I thought it was for a long time, but it's THAY-lee-uh.

I am sure there are plenty of Talias out there spelled Thalia, but I can't do it on principle now!

Aw, it's just regional. In a lot of languages, "th" just equals "t", so it's not necessarily incorrect or wrong to pronounce it that way if that's how you prefer it. I would, however, say that "THAY" is incorrect, if we're talking about the Greek name. It's definitely either an "ah" sound if you're pronouncing it with the emphasis on the first syllable, or just "TUH" if you're pronouncing it in a more Spanish way, with the emphasis on the second syllable. For the record, I was a Classics minor, and all the professors pronounced it THAWL-ya.